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Stock price elasticity of opti...
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Theorie
70
Theory
70
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
CAPM
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Forecast
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Prognose
3
Regression analysis
3
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Book / Working Paper
74
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Arbeitspapier
70
Graue Literatur
70
Non-commercial literature
70
Working Paper
70
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English
74
Author
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,868
Edward Elgar Publishing
409
OECD
361
International Monetary Fund
334
International Monetary Fund (IMF)
323
Ekonomiska forskningsinstitutet <Stockholm>
295
Center for Economic Research <Tilburg>
286
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
272
Springer Fachmedien Wiesbaden
263
European University Institute / Department of Economics
252
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
160
Institut für Weltwirtschaft
143
Internationaler Währungsfonds / Research Department
143
Centre for Economic Policy Research
139
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
93
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
84
Federal Reserve System / Board of Governors
83
Universitetet i Oslo / Økonomisk institutt
79
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
79
Massachusetts Institute of Technology / Department of Economics
78
De Gruyter Oldenbourg
76
Erasmus Research Institute of Management
76
Federal Reserve System / Division of Research and Statistics
76
Robert Schuman Centre for Advanced Studies
76
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
76
Columbia University / Department of Economics
75
European University Institute / Department of Law
75
Instituto Valenciano de Investigaciones Económicas
73
University of Warwick / Department of Economics
73
Federal Reserve Bank of St. Louis
72
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
Source
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ECONIS (ZBW)
74
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1
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
2
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
3
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
4
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
5
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
7
Estimation of expected return :
CAPM
vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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8
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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